Statistical Volatility - Extreme Value Method Backtest

E-mini S&P 500 FuturesCME

설명

⋅ 2017년 11월 22일 오후 3시 7분

This indicator used to calculate the statistical volatility, sometime
called historical volatility, based on the Extreme Value Method.
Please use this link to get more information about Volatility.

You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.

코멘트

Intuitrading

⋅ 2017년 11월 22일 오후 3시 17분

The draw-down is too high! 10 times higher then your profit. Basically to make 100$ you need the equity to drop of a 1000$.

HPotter

⋅ 2017년 11월 26일 오후 11시 48분

@marcoweb79, Yes PF show also is not good value. But it all only for purpose educate and get more experience.